#pragma once
#pragma warning(disable:4996)       // disable checked iterator errors http://msdn.microsoft.com/en-us/library/aa985965(VS.80).aspx 

//
// Copyright (C) 2011 - 2013 Steve Channell steve.channell@cepheis.com
//
// This file is part of Cephei.QL, an open-source library wrapper 
// arround QuantLib http://quantlib.org/
//
// Cephei.QL is open source software: you can redistribute it and/or modify it
// under the terms of the license.  You should have received a
// copy of the license along with this program; if not, please email
// <support@cepheis.com>. The license is also available online at
// <http://cepheis.com/license.htm>.
//
// This program is distributed in the hope that it will be useful, but WITHOUT
// ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE.  See the license for more details.
//
// Version 2.2 with QuantLib 1.2.1

#include <Macros.h>
#include <ValueHelpers.h>
#include <Settings.h>

#include <gen/QL/Cashflows/FloatingRateCoupon.h>
#pragma unmanaged 
#include <ql\cashflows\overnightindexedcoupon.hpp>
#include <boost/smart_ptr/detail/spinlock.hpp>
#pragma managed 

using namespace System;
using namespace QuantLib;
using namespace Cephei;
using namespace Cephei::Core;
using namespace PLATFORM::Collections;

using namespace Cephei::QL::Indexes;
using namespace Cephei::QL::Times;
using namespace Cephei::QL::Termstructures;
#define HANDLE
#undef ABSTRACT
#undef STRUCT
namespace Cephei { namespace QL { namespace Cashflows {
	//////////////////////////////////////////////////////////////////////////////////////////////
	// implementation of IOvernightIndexedCoupon
	public ref class COvernightIndexedCoupon  : 
            public CFloatingRateCoupon,
            public Cephei::QL::Cashflows::IOvernightIndexedCoupon
	{
	protected: 
		boost::shared_ptr<QuantLib::OvernightIndexedCoupon>* _ppOvernightIndexedCoupon;
#ifdef HANDLE
		QuantLib::Handle<QuantLib::OvernightIndexedCoupon>* _phOvernightIndexedCoupon;
#endif
		Object^ _OvernightIndexedCouponOwner;     // reference to object that manages the storage for this object
	internal:
		COvernightIndexedCoupon (DateTime paymentDate, Double nominal, DateTime startDate, DateTime endDate, Cephei::QL::Indexes::IOvernightIndex^ overnightIndex, Microsoft::FSharp::Core::FSharpOption<Double>^ gearing, Microsoft::FSharp::Core::FSharpOption<Double>^ spread, Microsoft::FSharp::Core::FSharpOption<DateTime>^ refPeriodStart, Microsoft::FSharp::Core::FSharpOption<DateTime>^ refPeriodEnd, Microsoft::FSharp::Core::FSharpOption<Cephei::QL::Times::IDayCounter^>^ dayCounter, Cephei::QL::Cashflows::IFloatingRateCouponPricer^ QL_Pricer);
        COvernightIndexedCoupon (boost::shared_ptr<QuantLib::OvernightIndexedCoupon>& childNative, Object^ owner);
        COvernightIndexedCoupon (QuantLib::OvernightIndexedCoupon& childNative, Object^ owner);
        COvernightIndexedCoupon (COvernightIndexedCoupon^ copy);
        COvernightIndexedCoupon (PLATFORM::Type^ t);
#ifdef STRUCT
        COvernightIndexedCoupon (QuantLib::OvernightIndexedCoupon childNative);
#endif       
#ifdef HANDLE
		COvernightIndexedCoupon (QuantLib::Handle<QuantLib::OvernightIndexedCoupon>& childNative, Object^ owner);
		COvernightIndexedCoupon (QuantLib::Handle<QuantLib::OvernightIndexedCoupon> childNative);
#endif
		virtual ~COvernightIndexedCoupon ();
		!COvernightIndexedCoupon ();

	internal:
		QuantLib::OvernightIndexedCoupon& GetReference ();
		boost::shared_ptr<QuantLib::OvernightIndexedCoupon>& GetShared ();
		QuantLib::OvernightIndexedCoupon* GetPointer ();
        void SetOvernightIndexedCoupon (boost::shared_ptr<QuantLib::OvernightIndexedCoupon> native)
        {
            if (_ppOvernightIndexedCoupon != NULL)
                delete _ppOvernightIndexedCoupon;
            _ppOvernightIndexedCoupon = new boost::shared_ptr<QuantLib::OvernightIndexedCoupon> (native);
            SetFloatingRateCoupon (boost::dynamic_pointer_cast<QuantLib::FloatingRateCoupon> (*_ppOvernightIndexedCoupon));
        }
#ifdef HANDLE
		QuantLib::Handle<QuantLib::OvernightIndexedCoupon>& GetHandle ();
#endif
		virtual bool HasNative () override;
    public:
        property Cephei::Core::IVector<Double>^ Dt 
        {
		    virtual Cephei::Core::IVector<Double>^ get () ;
        }
        property DateTime FixingDate 
        {
		    virtual DateTime get () ;
        }
        property Cephei::Core::IVector<DateTime>^ FixingDates 
        {
		    virtual Cephei::Core::IVector<DateTime>^ get () ;
        }
        property Cephei::Core::IVector<Double>^ IndexFixings 
        {
		    virtual Cephei::Core::IVector<Double>^ get () ;
        }
        property Cephei::Core::IVector<DateTime>^ ValueDates 
        {
		    virtual Cephei::Core::IVector<DateTime>^ get () ;
        }
    };
	//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
	// Factory class
//z	[FactoryFor(Core::Generic::ICoCell<Cephei::QL::Cashflows::IOvernightIndexedCoupon^>::typeid)]
	[FactoryFor(Cephei::QL::Cashflows::IOvernightIndexedCoupon::typeid)]
	[FactoryFor(Cephei::QL::Cashflows::IOvernightIndexedCoupon_Factory::typeid)]
	public ref class COvernightIndexedCoupon_Factory sealed : public IOvernightIndexedCoupon_Factory
	{
	public:
        virtual IOvernightIndexedCoupon^ Create (DateTime paymentDate, Double nominal, DateTime startDate, DateTime endDate, Cephei::QL::Indexes::IOvernightIndex^ overnightIndex, Microsoft::FSharp::Core::FSharpOption<Double>^ gearing, Microsoft::FSharp::Core::FSharpOption<Double>^ spread, Microsoft::FSharp::Core::FSharpOption<DateTime>^ refPeriodStart, Microsoft::FSharp::Core::FSharpOption<DateTime>^ refPeriodEnd, Microsoft::FSharp::Core::FSharpOption<Cephei::QL::Times::IDayCounter^>^ dayCounter, Cephei::QL::Cashflows::IFloatingRateCouponPricer^ QL_Pricer);
    };
   
/*Cephei*/ } /*QL*/ } /*Cashflows */}
